Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474873.9809 | 539122.6789 | -64248.698 | -125820.3375 | 366161.7217 | -491982.0592 |
Total P&L (%) | 474.874 | 539.1227 | -64.2487 | -125.8203 | 366.1617 | -491.9821 |
Avg Daily Profit (%) | 0.1895 | 0.2151 | -0.0256 | 0 | 0.0614 | 0 |
Buy And Hold Return (%) | 230.888 | 230.888 | 230.888 | 230.888 | 230.888 | 230.888 |
Max Trade Drawdown | -294390 | -98369 | -273250 | -464585 | -40011 | -607304 |
Profit Factor | 1.646 | 2.7131 | 0.8472 | 0.8497 | 3.6852 | 0.298 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 21 | 22 | 47 | 27 | 20 |
Losing Trades | 47 | 24 | 23 | 43 | 18 | 25 |
Profitability (%) | 47.7778 | 46.6667 | 48.8889 | 52.2222 | 60 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7991 | 3.1007 | 0.8857 | 0.7774 | 2.4568 | 0.3725 |
Largest Winning Trade | 347302 | 347302 | 45721 | 195627 | 195627 | 69393 |
Largest Losing Trade | -108388 | -34873 | -108388 | -464585 | -40011 | -464585 |
Avg Bars in Trades | 108 | 111 | 105 | 108 | 111 | 105 |
Avg Bars in Winners | 140 | 136 | 144 | 91 | 98 | 82 |
Avg Bars in Losers | 79 | 89 | 68 | 127 | 130 | 124 |
Bars Traded | 9768 | 5008 | 4760 | 9768 | 5008 | 4760 |
Profit Streak | 0 | 182.4073 | 0 | 67.6573 | 0 | 94.1573 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 126483 | 303434 | -581144 | -579691 | -112342 | -582313 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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